@tommcginnis
Thanks for your reply Tom. It gave me some insight.
So, the IB Excel API gives me the real-time 'OPEN, HIGH, LOW, CLOSE, TIMESPAN' of the security over a 5 second period (5 sec bar). Then it resets for another 5 sec period.
I was thinking about your option 2, which is [if I'm not...
Hello,
I recently installed the IB's Excel API with VB programming language.
The strategy I'm trying to develop looks for the real-time 5 min bars for entry. So the thing to do is to accumulate these 5-seconds bars about 60 times to come up with a real-time 5 min bar, without losing the...